-23.0%
RIG vs VLTO
+25.1%
-48.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -8.2% | -2.6% | -5.6% | -7.6% |
| 30D | -0.2% | -2.5% | +2.3% | +0.4% |
| 3M | -2.7% | +10.1% | -12.8% | -6.1% |
| 6M | -7.5% | +1.0% | -8.5% | -8.0% |
| YTD | +38.3% | -4.8% | +43.0% | +40.0% |
| 1Y | +81.8% | -9.3% | +91.2% | +88.0% |
| All | -23.0% | +25.1% | -48.1% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling